Derivatives: risk first
Model contract meaning, collateral, sensitivities, and unfilled hedges without confusing intent with exposure.
READING COLLECTION / CATEGORY
MARKET ENGINEERING.
A shared API vocabulary does not make every market identical. Explore the contract definitions, quote conventions, and execution evidence that change when moving between stocks, futures, forex, and derivatives.
How to use this collection
Use these articles to build an instrument-aware integration checklist rather than a universal trading strategy. Each guide emphasizes the boundary between a useful research dataset and an executable workflow. Follow the matching market pages for a compact starting point and questions to resolve with an access provider.
Connect these readings with the HFT API blueprint, the market tracks, and the technical glossary. Each full article links to a primary reference for its documented example. Consult current provider specifications before applying the ideas to an actual integration.
4 FIELD GUIDES
Futures in focus
Connect contract definitions to tick-value calculations, session transitions, and reliable order accounting.
Stocks at speed
Separate public data from private orders, model queue uncertainty, and make equity execution evidence recoverable.
Forex: price is not fill
Inspect sampling, quote terms, currency units, and private account events before optimizing a forex adapter.